+431.5%
LIN vs IBKR
+842.7%
-411.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +2.1% | +7.9% | -5.8% | +0.2% |
| 30D | +6.8% | -2.8% | +9.6% | +7.1% |
| 3M | +10.4% | -10.5% | +20.8% | +12.6% |
| 6M | +3.2% | -3.7% | +6.9% | +2.6% |
| YTD | +24.6% | +27.6% | -3.0% | +13.6% |
| 1Y | +24.4% | +22.5% | +1.9% | +14.5% |
| 3Y | +36.7% | +307.2% | -270.5% | -18.8% |
| 5Y | +67.0% | +357.7% | -290.6% | -7.6% |
| All | +431.5% | +842.7% | -411.2% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IBKR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling